+424.5%
FSLR vs GD
+190.3%
+234.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.3% | -0.6% |
| 7D | 0.0% | -5.3% | +5.2% | +2.4% |
| 30D | -13.7% | -6.4% | -7.2% | -11.1% |
| 3M | -35.1% | +5.7% | -40.8% | -37.0% |
| 6M | +3.6% | -0.9% | +4.6% | +3.4% |
| YTD | -21.7% | +8.2% | -29.9% | -25.1% |
| 1Y | +1.3% | +13.4% | -12.1% | -5.1% |
| 3Y | +9.7% | +68.5% | -58.8% | -18.3% |
| 5Y | +117.4% | +97.2% | +20.2% | +47.9% |
| All | +424.5% | +190.3% | +234.2% | +213.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GD.
Daily Out/Under-Performance
Portfolio return minus GD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling